/* doxygen.h
 *
 *	Copyright (C) 2008 CRIMERE
 *	Copyright (C) 2008 Jean-Marc Mercier
 *	
 *	This file is part of OTS (optimally transported schemes), an open-source library
 *	dedicated to scientific computing. http://code.google.com/p/optimally-transported-schemes/
 *
 *	CRIMERE makes no representations about the suitability of this
 *	software for any purpose. It is provided "as is" without express or
 *	implied warranty.
 *
 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 *
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *
 *   You should have received a copy of the GNU General Public License
 *   along with this program.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
/* This file is used to define pre processor instruction to doxygen*/


/** @defgroup Cauchy_Problems Cauchy Problems
*   contains all the Cauchy problems description
*/

/** @defgroup Free_boundary_problem Free Boundary Problems
 *  @ingroup Cauchy_Problems
 */

/** @defgroup American_Pricer American Pricer
 *  @ingroup Free_boundary_problem
 */
/** @addtogroup	American_Pricer 
*   Let submitted to initial conditions \f$f(T,x) = P(T,x)\f$, where \f$P(T,x)\f$ is the payoff at maturity \f$T>t^0\f$.
*   In the case of instruments for which an optimal strategy is available (American option
*   or convertibles), we consider the valuation strategy (see for instance \cite{LL97})
*   that leads to the system (which has to be considered in a weak distributional sense):
*   \f[\partial_t f + \frac{1}{2}\sigma^2\partial_{xx}^2 f + \mu \partial_{x}f - \mu f \le 0 \f]
*   \f[ f \ge P  \f]
*   \f[ \left( \partial_t f + \frac{1}{2}\sigma^2\partial_{xx}^2 f + \mu \partial_{x}f - \mu f \right)(f-P) = 0  \f]
*/


/** @defgroup Transport_map Transport maps computations
  *  @ingroup Cauchy_Problems
  *  contains transport maps methods
*/

/** @defgroup Transport_equations Transport equations
  *  @ingroup Cauchy_Problems
  *  Cauchy Problems related to transport equations
*/

/** @defgroup Simple_transport_equation A simple transport equation
*   @ingroup Transport_equations
* 	Contains methods to solve the Cauchy problem related to the simple transport equation
*	\f[
*		\partial_t u(t,x) = \partial_x u(t,x)
*	\f]
*	with \f$x \in [0,1]\f$, \f$t\ge 0\f$.
**/


/** @defgroup heat_equations Heat Equation
*	@ingroup Cauchy_Problems
* 	Contains methods to solve the Cauchy problem related to the heat equation
*	\f[
*		\partial_t u(t,x) = \Delta u(t,x)
*	\f]
*	with \f$x \in \Omega \subset \RR^d\f$, \f$t\ge 0\f$.
*/
